+1,817.6%
SMH vs BTI
+73.8%
+1,743.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -2.8% | -1.1% | -1.7% | -2.6% |
| 3M | -6.7% | -8.8% | +2.1% | -5.0% |
| 6M | +41.8% | -4.0% | +45.7% | +41.5% |
| YTD | +57.9% | +0.4% | +57.5% | +55.2% |
| 1Y | +87.6% | +1.9% | +85.7% | +83.3% |
| 3Y | +282.9% | +108.5% | +174.4% | +186.2% |
| 5Y | +330.4% | +118.5% | +211.9% | +211.7% |
| All | +1,817.6% | +73.8% | +1,743.8% | +1,302.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling